Pages that link to "Item:Q3632678"
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The following pages link to Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models (Q3632678):
Displaying 24 items.
- Auxiliary Marker-Assisted Classification in the Absence of Class Identifiers (Q5327286) (← links)
- Variable selection and estimation for partially linear single-index models with longitudinal data (Q5963730) (← links)
- Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring (Q6055538) (← links)
- Improving Trial Generalizability Using Observational Studies (Q6055870) (← links)
- Causal effect estimation with censored outcome and covariate selection (Q6067025) (← links)
- Ultra high‐dimensional semiparametric longitudinal data analysis (Q6076502) (← links)
- Poststratification fusion learning in longitudinal data analysis (Q6076503) (← links)
- Penalized joint generalized estimating equations for longitudinal binary data (Q6089746) (← links)
- Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)
- Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors (Q6099545) (← links)
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis (Q6107193) (← links)
- Efficient estimation of the maximal association between multiple predictors and a survival outcome (Q6183767) (← links)
- Covariate selection for multilevel models with missing data (Q6540496) (← links)
- Variable selection for high-dimensional incomplete data (Q6554244) (← links)
- Reproducible learning for accelerated failure time models via deep knockoffs (Q6588680) (← links)
- Variable selection in the presence of missing data: imputation-based methods (Q6607056) (← links)
- A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data (Q6611238) (← links)
- Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models (Q6619733) (← links)
- Variable selection in semiparametric regression models for longitudinal data with informative observation times (Q6628630) (← links)
- Variable selection in competing risks models based on quantile regression (Q6628725) (← links)
- Ascertaining properties of weighting in the estimation of optimal treatment regimes under monotone missingness (Q6629805) (← links)
- Improvement screening for ultra-high dimensional data with censored survival outcomes and varying coefficients (Q6636148) (← links)
- Censored broken adaptive ridge regression in high-dimension (Q6661273) (← links)
- Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random (Q6664139) (← links)
